All spell casters gain their abilities through a form of demon possession. So in order to gain magical abilites, PCs must track down and trap demons. Of course there are some pretty powerful demons, if the demon is stronger than the PC, the PC could find themselves subjugated to the Demon's will.
A rather large armed group slowly walks the road. Unless you get to see what they transport, you could think it is a caravan with expensive goods, or the soldiers escort someone important. But this is a prisoner transport, on the way to mines, criminals on their way for punishment.
The soldiers may be willing to talk, the captain will have a few questions on you and the road, but they will keep distance, and part soon.